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9. Consider the following information: = P SO X IL |L|L|L|L || $4.75 $3 $50 $50 6.00% 6 months X S =C-P+ (1+r)' = 0

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9. Consider the following information: = P SO X IL |L|L|L|L || $4.75 $3 $50 $50 6.00% 6 months X S =C-P+ (1+r)' = 0 r t a. the put value should be: b. the call price should be: c. How could a person make money in this situation? Use the above information to illustrate the arbitrage opportunity by filling in the following table

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